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Tokyo Probability Seminar
Seminar information archive ～10/31｜Next seminar｜Future seminars 11/01～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima, Masato Hoshino |
Next seminar
2025/11/06
14:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
The lecture is on Thursday and start earlier. The classroom is 128. No teatime today.
Mo Dick Wong (Durham University) 14:00-15:30
On the limiting distribution of partial sums of random multiplicative functions
de Finetti Random Walks on a Hypercube and Gaussian Fields
The lecture is on Thursday and start earlier. The classroom is 128. No teatime today.
Mo Dick Wong (Durham University) 14:00-15:30
On the limiting distribution of partial sums of random multiplicative functions
[ Abstract ]
Consider a random walk associated with a Steinhaus multiplicative function (i.e. the increments are completely multiplicative and uniformly distributed on the complex unit circle): what can we say about its asymptotic behaviour? In his seminal work, Harper resolved a conjecture of Helson by showing that low fractional moments exhibit better-than-square-root cancellation, but the asymptotic distribution remained a mystery and was left as an open problem. In this talk, I will first explain some history and the number-theoretic motivations behind this model, and then present a central limit theorem that features a nonstandard renormalisation as well as a random variance described by the Riemann Zeta function on the critical line. I will highlight the probabilistic aspects of our proof, and in particular discuss a universality result for critical non-Gaussian multiplicative chaos. This is based on joint work with Ofir Gorodetsky.
Robert Griffiths (Monash University) 16:00-17:30Consider a random walk associated with a Steinhaus multiplicative function (i.e. the increments are completely multiplicative and uniformly distributed on the complex unit circle): what can we say about its asymptotic behaviour? In his seminal work, Harper resolved a conjecture of Helson by showing that low fractional moments exhibit better-than-square-root cancellation, but the asymptotic distribution remained a mystery and was left as an open problem. In this talk, I will first explain some history and the number-theoretic motivations behind this model, and then present a central limit theorem that features a nonstandard renormalisation as well as a random variance described by the Riemann Zeta function on the critical line. I will highlight the probabilistic aspects of our proof, and in particular discuss a universality result for critical non-Gaussian multiplicative chaos. This is based on joint work with Ofir Gorodetsky.
de Finetti Random Walks on a Hypercube and Gaussian Fields
[ Abstract ]
This talk will discuss a random walk on the infinite hypercube,
Xt+1 = Xt + Zt mod 2.
The increments (Zt) are i.i.d. with entries that form an infinite exchange- able {0,1} sequence, a de Finetti sequence. There is geometric killing in the random walk. A Gaussian free field (gx)x∈{0,1}∞ is associated with the random walk by taking the covariance function to be proportional to the Green function of the random walk. The Green function and a strong rep- resentation for (gx) are characterized by a negative binomial point process which involves the de Finetti measure of the increments of the random walk.
This talk will discuss a random walk on the infinite hypercube,
Xt+1 = Xt + Zt mod 2.
The increments (Zt) are i.i.d. with entries that form an infinite exchange- able {0,1} sequence, a de Finetti sequence. There is geometric killing in the random walk. A Gaussian free field (gx)x∈{0,1}∞ is associated with the random walk by taking the covariance function to be proportional to the Green function of the random walk. The Green function and a strong rep- resentation for (gx) are characterized by a negative binomial point process which involves the de Finetti measure of the increments of the random walk.
